Historical rule simulator
Backtest: After a 2x Volume Spike
Simulates one mechanical rule — buy after a 2x volume spike, hold a fixed number of days, then exit — using only this site's own historical occurrence data. Only one position is held at a time; signals that fire while already in a trade are skipped and shown below.
Rule results for Sui
7 historical signal(s) detected for Sui; 7 non-overlapping trade(s) taken at a 7-day hold (0 skipped because a position was already open).
Hypothetical growth of $100
| Entry date | Exit date | Entry price | Exit price | Trade return | Equity after |
|---|---|---|---|---|---|
| 2025-10-11 | 2025-10-18 | $2.6108 | $2.4397 | -6.55% | 93.45 |
| 2026-02-10 | 2026-02-17 | $0.9638 | $1.0236 | +6.20% | 99.24 |
| 2026-05-11 | 2026-05-18 | $1.3310 | $1.0438 | -21.58% | 77.82 |
| 2026-05-22 | 2026-05-29 | $1.1218 | $0.9288 | -17.21% | 64.43 |
| 2026-06-26 | 2026-07-03 | $0.6832 | $0.7344 | +7.49% | 69.26 |
| 2026-08-20 | 2026-08-27 | $0.7056 | $0.7674 | +8.75% | 75.32 |
| 2026-08-31 | 2026-09-07 | $0.7109 | $0.8116 | +14.15% | 85.98 |
How this backtest works
Every trade uses the same independent-episode detection and forward-return data as the full study page. A trade is entered on the day a signal triggers and exited exactly 7 days later at the historical close; a new signal is ignored while a trade is still open, so the trade count below is always less than or equal to the number of raw signals. Returns compound sequentially starting from a hypothetical $100.